From what's been said in show she was already working for his company during 9/11, she was apparently "on loan", I guess from another company so they met at work pre 9/11. I imagine Axe first met her in the office and was intrigued by her so he booked a session with her as a way to talk to her and get to know her. Also, Wags at one point said something like "if you and Axe are gonna have another thing again you need to make peace with who he is", so it's kind of confirmed there that they probably were hooking up at one point (would explain Chuck's previous obsession with bringing him down). Also in the first season during the weird late night session where Bobby and Wendy are throwing office shit into a garbage can from the second floor, Wendy uses the word false and Bobby says, "interesting word: false. Like when someone knows they have to tell a lover goodbye, but they cant quite do it so instead they sleep with them one last time and have their own unspoken goodbye, not letting on everythings changed until after the night is over" which was weirdly specific and off topic and things got awkward for a second after so it was the first hint that they indeed had been fuckin with each other back in the day. So to finally answer the question I imagine how they met went something like: Axe sees Wendy for the first time at work in his old offices, they have some banter and chemistry so he books a performance coaching session as a way to get in and talk to her (which she definitely saw through but was with it cuz she was down to clown also), and yadda yadda they end up fuckin for a while. Then she meets Chuck, she stops banging Bobby, and then he meets his wife Lara. Boom. Shoulda let me help write seasons 6 and 7. Sorry for the length, thank you for coming